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Principles of Econometrics
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Principles of Econometrics
An Introduction (Using R)


Other Titles in:
Econometrics | Economics

October 2010 | 464 pages | SAGE Texts

This textbook makes learning the basic principles of econometrics easy for undergraduate and postgraduate students of economics. It specifically caters to the syllabus of ‘Introductory Econometrics’ course taught in the third year of the Bachelor of Economics programme in many universities.

Principles of Econometrics takes the readers step-by-step from introduction to understanding, first introducing the basic statistical tools like concepts of probability, statistical distributions and hypothesis tests, and then going on to explain the two variable linear regression models along with certain additional tools such as the use of dummy variables and various data transformations. The most innovative feature of this textbook is that it familiarizes students with the role of R, which is a flexible and popular programming language. Using R, students will be able to implement a linear regression model and deal with the associated problems with substantial confidence.


 
Preface
Random Variables  
Jointly Distributed Random Variables  
Elements of Hypothesis Testing  
Point Estimation and the Method of Ordinary Least Squares  
Multiple Linear Regression  
Heteroskedasticity, Autocorrelation and Issues of Specification  
 
Appendix: An Introduction to R
 
Sample Questions
 
Index

Instead of presenting a traditional analysis of the capitalist system in integrating the real sector, the book combines Keynesian and Marxian approaches to the subject while unfolding the interrelation between the economy, State and society.

The Organiser

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Neeraj R. Hatekar

Neeraj R Hatekar is Professor of Econometrics, Department of Economics, University of Mumbai. He is the Coordinator for the Centre for Computational Social Sciences, University of Mumbai. He has been the Smuts Visiting Fellow at the University of Cambridge and has taught courses on Indian economic development at the University. He is a prolific writer and has contributed to many peer-reviewed academic journals and the Economic and Political Weekly. More About Author

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ISBN: 9788132104698
₹625.00

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